-43.3%
HTZ vs ZYBT
-57.3%
+13.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | +7.5% | -6.9% | +14.4% | +7.5% |
| 30D | +47.4% | -31.8% | +79.2% | +47.5% |
| 3M | -54.9% | +94.0% | -148.9% | -55.3% |
| 6M | -47.0% | +99.0% | -146.0% | -49.7% |
| YTD | -55.3% | +40.0% | -95.3% | -55.8% |
| 1Y | -57.6% | -79.5% | +21.9% | -48.5% |
| All | -43.3% | -57.3% | +13.9% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling